Anic Equity

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Total return since start: 0.69 %

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Equity now: -----------------------------> 51623.59 Kr

Max Equity ever reached: ------------> 51944.38 Kr

Portfolio value: --------------------------> 48424.53 Kr

PnL: ---------------------------------------> -663.04 Kr

DD now: ---------------------------------> -0.618 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-31 11:45:26.306696'

Anic Portfolio

Today

Return: -0.53 %

This Week

Return: 8.619 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 69.002 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	54	0.640000	3402.000000	222.000000	6.980000	3180.000006
HMS Networks	2	-0.720000	776.400000	103.400000	15.360000	673.000000
Nordea Bank Abp	29	0.250000	3543.800000	89.800000	2.600000	3453.999992
SAAB B	8	0.070000	3429.600000	52.600000	1.560000	3377.000000
HEBA B	70	-1.410000	2684.500000	48.500000	1.840000	2636.000010
Swedbank A	3	2.890000	608.100000	44.100000	7.820000	564.000000
Resurs Holding	22	0.690000	613.140000	39.140000	6.820000	573.999998
MedCap	2	-1.080000	458.000000	37.000000	8.790000	421.000000
AcadeMedia	12	-0.610000	590.880000	33.880000	6.080000	557.000004
Samhällsbyggnadsbo. i Norden B	20	-0.650000	380.600000	25.600000	7.210000	355.000000
Fasadgruppen Group	38	1.290000	4164.800000	23.800000	0.570000	4140.999992
Intrum	4	0.480000	542.000000	15.000000	2.850000	527.000000
OEM International B	7	-1.660000	539.700000	11.700000	2.220000	527.999997
Eastnine	4	-0.480000	501.600000	10.600000	2.160000	491.000000
Karnov Group	9	0.330000	545.400000	9.400000	1.750000	536.000004
Norva24 Group	16	-0.580000	552.000000	9.000000	1.660000	543.000000
Securitas B	6	-1.120000	572.640000	2.640000	0.460000	570.000000
Creaspac SPAC	6	-0.100000	579.600000	2.600000	0.450000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.290000	247.440000	1.440000	0.590000	246.000000
Handelsbanken A	5	0.410000	545.500000	-0.500000	-0.090000	546.000000
Coor Service Management Hold.	8	-0.380000	529.200000	-2.800000	-0.530000	532.000000
Corem Property Group B	59	-1.370000	573.480000	-3.520000	-0.610000	576.999999
Fastighetsbolag. Emilshus Pref	21	-3.280000	557.550000	-4.450000	-0.790000	562.000005
Midsona B	63	-3.490000	574.560000	-8.440000	-1.450000	582.999984
Boozt	12	-0.510000	1636.800000	-17.200000	-1.040000	1653.999996
Sampo Oyj SDB	7	0.000000	3832.500000	-17.500000	-0.450000	3850.000000
Essity B	2	-0.690000	546.200000	-27.800000	-4.840000	574.000000
CTEK	13	-1.820000	497.250000	-36.750000	-6.880000	533.999999
International Petroleum Corp.	5	-2.800000	554.500000	-40.070000	-6.740000	594.565215
Vivesto	1368	0.240000	569.090000	-43.910000	-7.160000	612.999432
Essity A	4	-0.720000	1100.000000	-49.000000	-4.260000	1149.000000
Beijer Electronics Group	27	-2.490000	2964.600000	-119.400000	-3.870000	3083.999994
OX2	22	0.310000	1787.500000	-201.500000	-10.130000	1989.000002
Axfood	15	-0.190000	4038.000000	-262.000000	-6.090000	4300.000005
Ovzon	64	-2.040000	3385.600000	-610.400000	-15.280000	3996.000000
TOTAL			48424.530000	-663.040000	-0.61756%	49087.564636

Updated:

'2023-01-31 11:45:39.410946'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.